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Advances in Time Series Methods and Applications

Springer US
101.64 € · Hardcover

spectral coherency structural VAR graphical modeling cumulative logits marginal multinomial logits pseudo binary likelihood multnomial dynamic logits nonlinear model Lagrange multiplier test Pearson's statistic asymptotic distribution shifted gamma distribution adaptive LASSO oracle property vector auroregressive processes

This volume reviews and summarizes some of A. I. McLeod's significant contributions to time series analysis. It also contains original contributions to the field and to related areas by participants of the festschrift held in June 2014 and friends of Dr. McLeod. Covering a diverse range of state-of-...

Advances in Time Series Methods and Applications

Springer US
96.29 € · eBook

spectral coherency structural VAR graphical modeling cumulative logits marginal multinomial logits pseudo binary likelihood multnomial dynamic logits nonlinear model Lagrange multiplier test Pearson's statistic asymptotic distribution shifted gamma distribution adaptive LASSO oracle property vector auroregressive processes

This volume reviews and summarizes some of A. I. McLeod's significant contributions to time series analysis. It also contains original contributions to the field and to related areas by participants of the festschrift held in June 2014 and friends of Dr. McLeod. Covering a diverse range of state-of-...

Advances in Time Series Methods and Applications

Springer US
101.64 € · Paperback

spectral coherency structural VAR graphical modeling cumulative logits marginal multinomial logits pseudo binary likelihood multnomial dynamic logits nonlinear model Lagrange multiplier test Pearson's statistic asymptotic distribution shifted gamma distribution adaptive LASSO oracle property vector auroregressive processes

This volume reviews and summarizes some of A. I. McLeod's significant contributions to time series analysis. It also contains original contributions to the field and to related areas by participants of the festschrift held in June 2014 and friends of Dr. McLeod. Covering a diverse range of state-of-...

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